This is unbelievably stupid of Paypal. I just got this email from them:

vinyl tap records would like you to use PayPal - the safer, easier way to pay and get paid online.To send vinyl tap records your payment and see the details of this invoice, copy and paste this link into your web browser:

https://www.paypal.com/uk/cmd=_prq&id=...

So much for "never click a URL in email". Even worse, if you log in separately, the request is not visible anywhere. Morons.